Financial Mathematician for Quantitative Risk Modelling & Pricing - Time Series Analysis (f/m/d)
- Hiring Organisation
- E.ON Energy Markets GmbH
- Location
- Essen, Nordrhein-Westfalen, Germany
- Employment Type
- Permanent
- Salary
- EUR Annual
procurement unit. Help shape the quantitative risk management function for a fast-growing trading portfolio spanning power, gas, options, complex financial and physical derivatives, and structured customer business. Take end-to-end ownership of models: from idea and research, through prototype, to robust, cloud-native production implementation. Develop, maintain … . You write clean, production-grade code, not just notebooks. Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome. Practical exposure to data-driven/ML techniques for forecasting, scenario generation ...